Concepedia
Energy Economics · 2024 · 14 citations · 62 references
62
A simple panel unit root test in the presence of cross‐section dependence
M. Hashem Pesaran · Journal of Applied Econometrics · 2007 · 11.4K citations · Full text
What To Do (and Not to Do) with Time-Series Cross-Section Data
Nathaniel Beck, Jonathan N. Katz · American Political Science Review · 1995 · 6.5K citations
Time-series Cross-section Models, Applied Econometrics, Panel Data +17
PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS
Peter Pedroni · Econometric Theory · 2004 · 6.3K citations
Econometric Model, Economics, Lining Wan +15
Testing slope homogeneity in large panels
M. Hashem Pesaran, Takashi Yamagata · Journal of Econometrics · 2007 · 5.1K citations · Full text
Geotechnical Engineering, Engineering, Rock Slope +6
General diagnostic tests for cross-sectional dependence in panels
M. Hashem Pesaran · Empirical Economics · 2020 · 2.3K citations
Reliability, Engineering, Multivariate Analysis +8